+123.9%
SBUX vs IEMG
+145.8%
-21.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.3% |
| 7D | -5.5% | -1.3% | -4.2% | -4.7% |
| 30D | -8.5% | +1.9% | -10.4% | -9.8% |
| 3M | -2.9% | +1.4% | -4.3% | -4.9% |
| 6M | -1.5% | +15.2% | -16.7% | -13.2% |
| YTD | +19.4% | +23.8% | -4.4% | -0.5% |
| 1Y | +22.9% | +30.7% | -7.7% | -1.8% |
| 3Y | +11.3% | +83.3% | -72.0% | -31.6% |
| 5Y | -6.9% | +48.8% | -55.6% | -33.8% |
| All | +123.9% | +145.8% | -21.9% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling